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标题: Reading 47: Evaluating Portfolio Performance Los l(part1)~Q7-9 [打印本页]

作者: youzizhang 时间: 2009-4-10 14:09 标题: [2009]Session17-Reading 47: Evaluating Portfolio Performance Los l(part1)~Q7-9

Q7. The following information relates to the Fabregas Pension Fund.

Value on September 1^st		$210,000,000
Contributions received on September 1^st		$1,050,000
Risk-free returns (per month)		0.4%
Value of the fund if:	net contributions value is invested based on the fund sponsor’s policy allocations	$220,369,968
	passively invested in the aggregate of the manager’s respective benchmarks	$221,031,078
	invested in the aggregate of the manager’s actual portfolios	$221,141,594
The actual value of the fund at the end of September was		$221,318,507

What was the incremental percentage return contribution attributable to net contributions?

A) 0.0%.

B) 4.9%.

C) 5.0%.

Q8. What was the incremental percentage return contribution attributable to the risk free asset?

A) 0.40%.

B) 0.04%.

C) 0.39%.

Q9. What was the incremental percentage return contribution attributable to Asset Category?

A) 4.00%.

B) 4.94%.

C) 4.02%.

[此贴子已经被作者于2009-4-10 14:12:46编辑过]

作者: pundit 时间: 2009-4-16 19:31

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作者: zhouyp1982 时间: 2009-4-17 10:42

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作者: pundit 时间: 2009-4-21 13:46

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作者: miguelliu 时间: 2009-5-8 13:29

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作者: gracecfa 时间: 2009-5-15 15:48

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作者: mashanghao 时间: 2009-5-24 15:53

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作者: malesword 时间: 2009-6-3 21:54

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作者: dandinghe4748 时间: 2009-11-17 10:22

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作者: 1212jo 时间: 2010-1-3 22:18

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作者: leeyaoxee 时间: 2010-4-8 08:57 标题: 回复：（youzizhang）[2009]Session17-Reading 47: Ev...

Thanks.

作者: 思霖 时间: 2010-9-27 14:02

Thanks!

作者: maxsimax 时间: 2011-4-25 17:18

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作者: suodi 时间: 2011-5-11 14:03

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作者: deqiang 时间: 2011-5-20 15:17

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作者: luqian55 时间: 2011-5-24 15:40

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作者: rawrdinosaur 时间: 2011-5-28 18:01

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